Sigma-Algebra (σ-algebra)

★★★★☆Undergraduate

📖Definition

Collection of sets closed under complement and countable union. Structure for defining measures

📐Formulas

1. Ω ∈ Σ
2. A ∈ Σ ⇒ A^c ∈ Σ
3. A₁, A₂, ... ∈ Σ ⇒ ∪Aₙ ∈ Σ

✏️Examples

예제 1

Borel σ-algebra B(ℝ)

예제 2

{∅, Ω}

예제 3

Power set P(Ω)

Applications

Probability

Integration

Functional analysis

🔗Related Documents

Prerequisites

Related

Applications

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